+24.5%
BX vs RSG
+57.7%
-33.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -12.2% | +4.0% | -16.2% | -13.0% |
| 3M | +7.4% | +7.4% | 0.0% | +5.5% |
| 6M | +22.2% | +0.1% | +22.1% | +22.3% |
| YTD | -14.0% | +6.0% | -20.0% | -15.8% |
| 1Y | -27.3% | -3.0% | -24.3% | -26.5% |
| 3Y | +24.5% | +56.5% | -31.9% | +16.8% |
| All | +24.5% | +57.7% | -33.2% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling